QS.CONTEXT.ADD.VOL.CUBE

Defines a volatility cube and its quotes directly in a context

Category: QuantSupport - Pricing.

QS.CONTEXT.ADD.VOL.CUBE(context: text, market_index: text, volatility_type: text, smile_type: text, identifiers: cell or range, mid: cell or range, bid: cell or range, ask: cell or range) → text
Parameters:

  • context (text) – The same root context cell from QS.CONTEXT.CREATE for every addition; never reference the previous addition

  • market_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:

  • volatility_type (text) – Required native volatility convention: Black or Normal, matching the quote identifiers

  • smile_type (text) – Required smile coordinate convention: Strike or Delta

  • identifiers (cell or range) – Independent quote-identifier array: scalar, row, column or spilled array; may be nonadjacent to quote sides; all supplied arrays must have the same entry count; omit for automatic matching in CONTEXT.ADD.CURVE

  • mid (cell or range) – Optional independent quote-side array; scalar, row, column or spill; blank omits this side; interior blanks preserve missing observations; supplied arrays match identifier count regardless of orientation

  • bid (cell or range) – Optional independent quote-side array; scalar, row, column or spill; blank omits this side; interior blanks preserve missing observations; supplied arrays match identifier count regardless of orientation

  • ask (cell or range) – Optional independent quote-side array; scalar, row, column or spill; blank omits this side; interior blanks preserve missing observations; supplied arrays match identifier count regardless of orientation

Returns:

Context contribution owned by its source cell. All additions reference the same stable root; edits, removals and failed inputs invalidate registered consumers after the definition pass.

Return Type:

text

Errors:

#VALUE! for invalid root context, malformed arrays or conventions, invalid configuration, duplicate observations or registry errors. Market-dependent validation runs at pricing.

Formula

=QS.CONTEXT.ADD.VOL.CUBE(context, market_index, volatility_type, smile_type, identifiers, mid, bid, ask)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_context_add_vol_cube (context : & str , market_index : & str , volatility_type : & str , smile_type : & str , identifiers : * const XLOPER12 , mid : * const XLOPER12 , bid : * const XLOPER12 , ask : * const XLOPER12 ,) -> Result < String , XllError >

Rust source